178 lines
4.6 KiB
Python
178 lines
4.6 KiB
Python
# piker: trading gear for hackers
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# Copyright (C) 2018-present Tyler Goodlet (in stewardship of pikers)
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# This program is free software: you can redistribute it and/or modify
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# it under the terms of the GNU Affero General Public License as published by
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# the Free Software Foundation, either version 3 of the License, or
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# (at your option) any later version.
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# This program is distributed in the hope that it will be useful,
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# but WITHOUT ANY WARRANTY; without even the implied warranty of
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# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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# GNU Affero General Public License for more details.
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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Handy cross-broker utils.
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"""
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from __future__ import annotations
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# from functools import partial
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from typing import (
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Type,
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)
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import json
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import httpx
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import logging
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from msgspec import Struct
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from piker.log import (
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colorize_json,
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)
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subsys: str = 'piker.brokers'
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# NOTE: level should be reset by any actor that is spawned
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# as well as given a (more) explicit name/key such
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# as `piker.brokers.binance` matching the subpkg.
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# log = get_logger(subsys)
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# ?TODO?? we could use this approach, but we need to be able
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# to pass multiple `name=` values so for example we can include the
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# emissions in `.accounting._pos` and others!
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# [ ] maybe we could do the `log = get_logger()` above,
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# then cycle through the list of subsys mods we depend on
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# and then get all their loggers and pass them to
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# `get_console_log(logger=)`??
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# [ ] OR just write THIS `get_console_log()` as a hook which does
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# that based on who calls it?.. i dunno
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#
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# get_console_log = partial(
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# get_console_log,
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# name=subsys,
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# )
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class BrokerError(Exception):
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"Generic broker issue"
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class SymbolNotFound(BrokerError):
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"Symbol not found by broker search"
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# TODO: these should probably be moved to `.tsp/.data`?
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class NoData(BrokerError):
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'''
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Symbol data not permitted or no data
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for time range found.
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'''
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def __init__(
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self,
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*args,
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info: dict|None = None,
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) -> None:
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super().__init__(*args)
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self.info: dict|None = info
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# when raised, machinery can check if the backend
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# set a "frame size" for doing datetime calcs.
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# self.frame_size: int = 1000
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class DataUnavailable(BrokerError):
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'''
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Signal storage requests to terminate.
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'''
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# TODO: add in a reason that can be displayed in the
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# UI (for eg. `kraken` is bs and you should complain
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# to them that you can't pull more OHLC data..)
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class DataThrottle(BrokerError):
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'''
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Broker throttled request rate for data.
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'''
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# TODO: add in throttle metrics/feedback
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class SchemaMismatch(BrokerError):
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'''
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Market `Pair` fields mismatch, likely due to provider API update.
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'''
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def resproc(
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resp: httpx.Response,
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log: logging.Logger,
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return_json: bool = True,
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log_resp: bool = False,
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) -> httpx.Response:
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'''
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Process response and return its json content.
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Raise the appropriate error on non-200 OK responses.
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'''
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if not resp.status_code == 200:
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raise BrokerError(resp.body)
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try:
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msg = resp.json()
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except json.decoder.JSONDecodeError:
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log.exception(f"Failed to process {resp}:\n{resp.text}")
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raise BrokerError(resp.text)
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if log_resp:
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log.debug(f"Received json contents:\n{colorize_json(msg)}")
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return msg if return_json else resp
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def get_or_raise_on_pair_schema_mismatch(
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pair_type: Type[Struct],
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fields_data: dict,
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provider_name: str,
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api_url: str|None = None,
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) -> Struct:
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'''
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Boilerplate helper around assset-`Pair` field schema mismatches,
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normally due to provider API updates.
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'''
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try:
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pair: Struct = pair_type(**fields_data)
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return pair
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except TypeError as err:
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from tractor.devx.pformat import ppfmt
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repr_data: str = ppfmt(fields_data)
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report: str = (
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f'Field mismatch we need to codify!\n'
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f'\n'
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f'{pair_type!r}({repr_data})'
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f'\n'
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f'^^^ {err.args[0]!r} ^^^\n'
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f'\n'
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f"Don't panic, prolly {provider_name!r} "
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f"changed their symbology schema..\n"
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)
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if (
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api_url
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or
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(api_url := pair_type._api_url)
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):
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report += (
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f'\n'
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f'Check out their API docs here:\n'
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f'{api_url}\n'
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)
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raise SchemaMismatch(report) from err
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